A 35-year-old woman set herself and her three children on fire at Umerpur village in Muzaffarnagar district on Friday, said police.
The children died while she was taken to a hospital in a critical condition, said SHO Yashpal Singh.
The woman, identified as Naseema, took the step over a family dispute.
Her parents alleged that she was being harassed by her in-laws.
The woman had locked herself in a room with son Anas, 9 and daughters Aisha, 7 and Etah, 2, police said.
Her husband, identified as Jabbar, was not at home.
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